Statistische Hefte

, Volume 19, Issue 2, pp 84–98 | Cite as

Residuals in tests for adequacy of regression relationships

  • P. Hackl
  • W. Katzenbeisser


Residuals will be defined to be linear combinations of the observations of the dependent variable, constrained by additional conditions. Adding these conditions, OLS-, BLUS- and R-residuals are successively derived. Their statistical properties and their use in different situations of testing regression relationships for adequacy are discussed.


Ordinary Little Square Serial Correlation Regression Relationship Lower Triangular Matrix Ordinary Little Square Estimator 
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Residua in der Adäquatheitsprüfung von Regresionsbeziehungen


Residua werden als Linearkombinationen der Beobachtungen der abhängigen Variablen definiert, wobei zusätzliche Bedingungen zu erfüllen sind. Durch sukzessive Hinzunahme dieser Bedingungen ergeben sich OLS-, BLUS- und R-Residua. Ihre statistischen Eigenschaften und ihre Verwendung in verschiedenen Situationen der Adäquatheitsprüfung von Regressionsbeziehungen werden untersucht.

Des résidus dans des tests de correspondance des relation de régression


Des résidus sont définis comme combinaisons linéaires des observations des variables dépendantes, ce qui entraine l'intégration de conditions additionelles. En intégrant successivement ces conditions ils en résultent des résidus OLS, BLUS et R. On examine leurs caractéristique statistiques et leur utilisation pour des situations différentes des tests de correspondance de relations de régression.

Резидуа в проверке адекватности регрессивных отношений


Резидуа определяются как линейные комбинации наблюдений зависимых переменных, причем должны исполняться дополнительные условия. Иополняя постепенно эти уоловия получаются: ОЛЯС-, БЛУС- и Р-Резилуа. В отой отатье рассматриваются их статистические свойства и их применение в разнюх положениях проверки адекватности регрессивных отношений.


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Copyright information

© Springer-Verlag 1978

Authors and Affiliations

  • P. Hackl
  • W. Katzenbeisser

There are no affiliations available

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